+158.3%
SLB vs HALO
+2,268.7%
-2,110.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +2.6% | -18.1% | +20.7% | +5.2% |
| 30D | +4.4% | -8.2% | +12.6% | +5.3% |
| 3M | -2.7% | -1.1% | -1.6% | -3.0% |
| 6M | -7.5% | +41.9% | -49.5% | -12.8% |
| YTD | +34.8% | +49.6% | -14.8% | +25.8% |
| 1Y | +44.6% | +42.5% | +2.1% | +35.7% |
| 3Y | +3.2% | +170.3% | -167.1% | -13.9% |
| 5Y | +73.6% | +158.4% | -84.8% | +43.0% |
| 10Y | -14.3% | +700.2% | -714.5% | -41.9% |
| All | +158.3% | +2,268.7% | -2,110.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling